JP Morgan Call 525 PH 16.08.2024
/ DE000JB9XEG9
JP Morgan Call 525 PH 16.08.2024/ DE000JB9XEG9 /
| 6/3/2024 10:30:44 AM |
Chg.- |
Bid1:20:45 PM |
Ask1:20:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.49EUR |
- |
2.44
Bid Size: 1,000 |
2.59
Ask Size: 1,000 |
Parker Hannifin Corp |
525.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JB9XEG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
525.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
1/11/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
-1.09 |
| Time value: |
2.44 |
| Break-even: |
505.72 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.18 |
| Spread %: |
8.13% |
| Delta: |
0.49 |
| Theta: |
-0.21 |
| Omega: |
9.40 |
| Rho: |
0.41 |
Quote data
| Open: |
3.49 |
| High: |
3.49 |
| Low: |
3.49 |
| Previous Close: |
3.26 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.16% |
| 1 Month |
|
|
-19.03% |
| 3 Months |
|
|
-36.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.68 |
2.84 |
| 1M High / 1M Low: |
6.01 |
2.84 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
